Weighted approximations of tail processes for \(\beta\)-mixing random variables. (Q1872492): Difference between revisions

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Latest revision as of 15:59, 5 June 2024

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Weighted approximations of tail processes for \(\beta\)-mixing random variables.
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    Weighted approximations of tail processes for \(\beta\)-mixing random variables. (English)
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    6 May 2003
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    ARCH-process
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    dependent
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    extreme value index
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    Hill estimator
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    invariance principle
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    statistical tail functional
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    stochastic difference equation
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    tail empirical distribution function
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    tail empirical quantile function
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    time series
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